Pythium doesn't have any weaknesses per say. In order to fully utilize some of their more delicious abilities they have some things that they have to strive past.

Communions require Communion Slaves: Find a way to kill or cut the Slaves the mages will be much less effective in combat. Try Assassins/Artillery spells.

Hydras are slow and incompatible with certain army types without certain spells: Look and try to scout out your enemy so you know what he is combining and what spells they have access to, so you will have less of a disadvantage.

Early game, Pythium's javalins are extremely potent (as nearly all their troops carry them and allow them to soften before engaging). This can make a difference later in the game when the Pythium Player can Gateway in huge armies of troops to front lines, make sure you null this advantage (with Storm or Arrow Fend).

Wrathful Skies Combo and Foul Vapors Combo are both possible. Watch for them or null their effect on your large armies. Both Cloud Trapeze and Teleport work in their favor. Don't be caught unaware.

Orb Lightning/Soul Slay/Paralyze/Mind Burn + Quickness are all very common, as well as Smite from Communions with Arch or Normal Theurgs. (Also Falling Frost is fairly common). A Pythium player can also use most of the spells considered too expensive or gem heavy because of it, so dedicated 'magekillers' must be made if you want to kill large armies with mage support.